Hi,
Those keywords are all essentially the same thing, maybe with the exception of 'catered' and 'luxury', but even then, you'd have a hard time writing unique enough content for those 2 variation sets. If you tried to write content for each of those keywords individually, you'd end up with almost identical content, worded slightly different. If the only thing this client does is ski chalets, you'd probably be better served to use the home page as your target URL for these terms.
As for additional content, I'd recommend a blog or FAQ section that provides additional information about the area, attractions, things to do, etc.
The domain name won't play a role in ranking, that's an old SEO tactic that Google squashed years ago. There are many other things that could be preventing your site from getting to the first page, like overall site quality, backlink profile, the list goes on and on....